Lingfei Li

815 total citations
58 papers, 521 citations indexed

About

Lingfei Li is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Lingfei Li has authored 58 papers receiving a total of 521 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 10 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in Lingfei Li's work include Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (20 papers) and Capital Investment and Risk Analysis (7 papers). Lingfei Li is often cited by papers focused on Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (20 papers) and Capital Investment and Risk Analysis (7 papers). Lingfei Li collaborates with scholars based in Hong Kong, China and United States. Lingfei Li's co-authors include Vadim Linetsky, Rafael Mendoza‐Arriaga, Daniel Mitchell, Xiang Zhang, Shirley Yin-Yu Pang, D. Ramsden, Philip Wing‐Lok Ho, Shu‐Leong Ho, Michelle Hiu-Wai Kung and Huifang Liu and has published in prestigious journals such as Scientific Reports, European Journal of Operational Research and Optics Express.

In The Last Decade

Lingfei Li

54 papers receiving 500 citations

Peers

Lingfei Li

FINAN

DEMOG

MSOR

Jesper Lund Pedersen Denmark

Soumik Pal United States

Yijun Hu China

Dmitry Davydov United States

Farrukh Javed Sweden

Qingxin Meng China

Lingjiong Zhu United States

Hanqing Jin United Kingdom

Jean‐François Renaud Canada

Jesper Lund Pedersen Denmark

Lingfei Li

266 ×0.7

FINAN

102 ×1.3

47 ×0.6

DEMOG

103 ×1.4

MSOR

37 ×1.1

Citations per year, relative to Lingfei Li Lingfei Li (= 1×) peers Jesper Lund Pedersen

Countries citing papers authored by Lingfei Li

Since Specialization

Citations

This map shows the geographic impact of Lingfei Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lingfei Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lingfei Li more than expected).

Fields of papers citing papers by Lingfei Li

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lingfei Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lingfei Li. The network helps show where Lingfei Li may publish in the future.

Co-authorship network of co-authors of Lingfei Li

This figure shows the co-authorship network connecting the top 25 collaborators of Lingfei Li. A scholar is included among the top collaborators of Lingfei Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lingfei Li. Lingfei Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Wang, Yu, et al.. (2025). Exploiting Device Nonuniformity: β-Ga₂O₃ Arrays for Integrated Sensing-Computing Bayesian Neural Networks. IEEE Transactions on Electron Devices. 72(10). 5471–5476.

Li, Lingfei, et al.. (2024). Pricing and hedging autocallable products by Markov chain approximation. Review of Derivatives Research. 27(3). 259–303. 1 indexed citations

Dai, Zhiwen & Lingfei Li. (2023). Deep Learning for Enhanced Index Tracking. SSRN Electronic Journal.

Ho, Philip Wing‐Lok, et al.. (2023). In vivo overexpression of synaptogyrin‐3 promotes striatal synaptic dopamine uptake in LRRK2 ^R1441G mutant mouse model of Parkinson's disease. Brain and Behavior. 13(2). e2886–e2886. 4 indexed citations

Li, Lingfei, et al.. (2023). Reinforcement Learning for Continuous-Time Mean-Variance Portfolio Selection in a Regime-Switching Market. SSRN Electronic Journal. 1 indexed citations

Li, Lingfei, et al.. (2023). Pricing and Hedging Autocallable Products by Markov Chain Approximation. SSRN Electronic Journal. 1 indexed citations

Wang, Boyu, Xuefeng Gao, & Lingfei Li. (2023). Reinforcement Learning for Continuous-Time Optimal Execution: Actor-Critic Algorithm and Error Analysis. SSRN Electronic Journal. 2 indexed citations

Chen, Jie & Lingfei Li. (2023). Data-driven hedging of stock index options via deep learning. Operations Research Letters. 51(4). 408–413. 3 indexed citations

Li, Lingfei, et al.. (2023). Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market. Journal of Economic Dynamics and Control. 158. 104787–104787. 4 indexed citations

10.

Li, Lingfei, et al.. (2022). A two-step framework for arbitrage-free prediction of the implied volatility surface. Quantitative Finance. 23(1). 21–34. 9 indexed citations

11.

Meier, Christian, et al.. (2022). Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. European Journal of Operational Research. 305(3). 1292–1308. 6 indexed citations

12.

Li, Lingfei, et al.. (2021). A General Method for Analysis and Valuation of Drawdown Risk under Markov Models. SSRN Electronic Journal. 4 indexed citations

13.

Zhang, Lun, et al.. (2019). A tridecanuclear {ZnGd12} nanoscopic cluster exhibiting large magnetocaloric effect. Inorganica Chimica Acta. 499. 119170–119170. 2 indexed citations

14.

Liu, Huifang, Philip Wing‐Lok Ho, Shirley Yin-Yu Pang, et al.. (2017). Combined LRRK2 mutation, aging and chronic low dose oral rotenone as a model of Parkinson’s disease. Scientific Reports. 7(1). 40887–40887. 45 indexed citations

15.

Li, Lingfei, et al.. (2015). An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance. Journal of Computational and Applied Mathematics. 294. 225–250. 6 indexed citations

16.

Li, Lingfei, Rafael Mendoza‐Arriaga, & Daniel Mitchell. (2015). Analytical representations for the basic affine jump diffusion. Operations Research Letters. 44(1). 121–128. 4 indexed citations

17.

Li, Lingfei, Rafael Mendoza‐Arriaga, & Daniel Mitchell. (2015). Analytical Representations for the Basic Affine Jump Diffusion. SSRN Electronic Journal. 2 indexed citations

18.

Li, Lingfei, et al.. (2015). Additive Subordination and Its Applications in Finance. SSRN Electronic Journal. 5 indexed citations

19.

Mendoza‐Arriaga, Rafael & Lingfei Li. (2013). Ornstein-Uhlenbeck Processes Time Changed with Additive Subordinators and Their Applications in Commodity Derivative Models. SSRN Electronic Journal. 2 indexed citations

20.

Li, Lingfei, et al.. (2012). Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach. SSRN Electronic Journal. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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